Remarks on consistency of posterior distributions

Details Remarks on consistency of posterior distributions Remarks on consistency of posterior distributions

2008-05-21

arxiv.org/abs/0805.3248v1

IMS Collections 2008, Vol. 3, 170-186

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/074921708000000138 the IMS Collections (http://www.imstat.org/publications/imscollec

Scientific paper

10.1214/074921708000000138

In recent years, the literature in the area of Bayesian asymptotics has been rapidly growing. It is increasingly important to understand the concept of posterior consistency and validate specific Bayesian methods, in terms of consistency of posterior distributions. In this paper, we build up some conceptual issues in consistency of posterior distributions, and discuss panoramic views of them by comparing various approaches to posterior consistency that have been investigated in the literature. In addition, we provide interesting results on posterior consistency that deal with non-exponential consistency, improper priors and non i.i.d. (independent but not identically distributed) observations. We describe a few examples for illustrative purposes.

Affiliated with

Also associated with

No associations

Rating

Remarks on consistency of posterior distributions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Remarks on consistency of posterior distributions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Remarks on consistency of posterior distributions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-290091